wf_09_train

factor_overview.csv

series,period,factor,beta,beta_se,t,p,r2,corr,n portfolio_equal,All,BTC,0.07903874967405318,0.010410374413176491,7.592306149336303,6.446666979586169e-13,0.19853372002148395,0.43130143824527645,252 portfolio_equal,All,ETH,0.019067235938157734,0.01011038112964747,1.8859067421548898,0.060480897667704876,0.19853372002148395,0.06534305132329171,252 portfolio_equal,All,funding_btc,6.837430750536496e-05,0.05122208555901469,0.0013348598902047557,0.9989360136718213,0.19853372002148395,-0.05826222935296153,252 portfolio_equal,All,funding_eth,-0.023116992694808502,0.05250552501794018,-0.44027733627860777,0.6601212925076334,0.19853372002148395,-0.06756948499113571,252 portfolio_minvar,All,BTC,0.07903874967405318,0.010410374413176491,7.592306149336303,6.446666979586169e-13,0.19853372002148395,0.43130143824527645,252 portfolio_minvar,All,ETH,0.019067235938157734,0.01011038112964747,1.8859067421548898,0.060480897667704876,0.19853372002148395,0.06534305132329171,252 portfolio_minvar,All,funding_btc,6.837430750536496e-05,0.05122208555901469,0.0013348598902047557,0.9989360136718213,0.19853372002148395,-0.05826222935296153,252 portfolio_minvar,All,funding_eth,-0.023116992694808502,0.05250552501794018,-0.44027733627860777,0.6601212925076334,0.19853372002148395,-0.06756948499113571,252 portfolio_tangency,All,BTC,0.07903874967405318,0.010410374413176491,7.592306149336303,6.446666979586169e-13,0.19853372002148395,0.43130143824527645,252 portfolio_tangency,All,ETH,0.019067235938157734,0.01011038112964747,1.8859067421548898,0.060480897667704876,0.19853372002148395,0.06534305132329171,252 portfolio_tangency,All,funding_btc,6.837430750536496e-05,0.05122208555901469,0.0013348598902047557,0.9989360136718213,0.19853372002148395,-0.05826222935296153,252 portfolio_tangency,All,funding_eth,-0.023116992694808502,0.05250552501794018,-0.44027733627860777,0.6601212925076334,0.19853372002148395,-0.06756948499113571,252 portfolio_cvx,All,BTC,0.07903874967405318,0.010410374413176491,7.592306149336303,6.446666979586169e-13,0.19853372002148395,0.43130143824527645,252 portfolio_cvx,All,ETH,0.019067235938157734,0.01011038112964747,1.8859067421548898,0.060480897667704876,0.19853372002148395,0.06534305132329171,252 portfolio_cvx,All,funding_btc,6.837430750536496e-05,0.05122208555901469,0.0013348598902047557,0.9989360136718213,0.19853372002148395,-0.05826222935296153,252 portfolio_cvx,All,funding_eth,-0.023116992694808502,0.05250552501794018,-0.44027733627860777,0.6601212925076334,0.19853372002148395,-0.06756948499113571,252 Strategy,All,BTC,0.07903874967405318,0.010410374413176491,7.592306149336303,6.446666979586169e-13,0.19853372002148395,0.43130143824527645,252 Strategy,All,ETH,0.019067235938157734,0.01011038112964747,1.8859067421548898,0.060480897667704876,0.19853372002148395,0.06534305132329171,252 Strategy,All,funding_btc,6.837430750536496e-05,0.05122208555901469,0.0013348598902047557,0.9989360136718213,0.19853372002148395,-0.05826222935296153,252 Strategy,All,funding_eth,-0.023116992694808502,0.05250552501794018,-0.44027733627860777,0.6601212925076334,0.19853372002148395,-0.06756948499113571,252